org.apache.commons.math3.optim.nonlinear.scalar

Class MultivariateOptimizer

java.lang.Object

org.apache.commons.math3.optim.BaseOptimizer<PAIR>

org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointValuePair>

org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer

Direct Known Subclasses:

BOBYQAOptimizer, CMAESOptimizer, GradientMultivariateOptimizer, LinearOptimizer, PowellOptimizer, SimplexOptimizer

public abstract class MultivariateOptimizer
extends BaseMultivariateOptimizer<PointValuePair>

Base class for a multivariate scalar function optimizer.

Since:

3.1

Method Summary

Modifier and Type	Method and Description
double	computeObjectiveValue(double[] params) Computes the objective function value.
GoalType	getGoalType()
PointValuePair	optimize(OptimizationData... optData) Stores data and performs the optimization.

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, optimize

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

optimize

public PointValuePair optimize(OptimizationData... optData)
                        throws TooManyEvaluationsException

Stores data and performs the optimization.

The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.

When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).

Important note: Subclasses must override BaseOptimizer.parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

Overrides:

optimize in class BaseMultivariateOptimizer<PointValuePair>

Parameters:

optData - Optimization data. In addition to those documented in BaseMultivariateOptimizer, this method will register the following data:

• ObjectiveFunction
• GoalType

Returns:

a point/value pair that satisfies the convergence criteria.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

getGoalType

public GoalType getGoalType()

Returns:

the optimization type.

computeObjectiveValue

public double computeObjectiveValue(double[] params)

Computes the objective function value. This method must be called by subclasses to enforce the evaluation counter limit.

Parameters:

params - Point at which the objective function must be evaluated.

Returns:

the objective function value at the specified point.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.